+403.9%
HAL vs WAT
+12,612.0%
-12,208.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.1% |
| 7D | -7.9% | +6.0% | -13.9% | -9.6% |
| 30D | -2.1% | +9.9% | -12.0% | -4.9% |
| 3M | +0.4% | +17.2% | -16.7% | -4.5% |
| 6M | -19.2% | +34.2% | -53.5% | -26.8% |
| YTD | +14.4% | +25.5% | -11.1% | +4.4% |
| 1Y | +18.0% | +28.3% | -10.3% | +6.9% |
| 3Y | -9.7% | +88.4% | -98.1% | -29.2% |
| 5Y | +40.1% | +36.1% | +4.0% | +18.6% |
| 10Y | -19.1% | +234.8% | -253.9% | -47.6% |
| All | +403.9% | +12,612.0% | -12,208.1% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling